x13_spec: RegARIMA/X-13 Default Specifications

In rjd3x13: Seasonal Adjustment with 'X-13' in 'JDemetra+' 3.x

RegARIMA/X-13 Default Specifications

Description

Set of functions to create default specification objects associated with X-13ARIMA seasonal adjustment method.

Specification setting of sheer X-11 decomposition method (without reg-arima pre-adjustment) is supported by x11_spec() function only and doesn't appear among possible X13-Arima default specifications.

Specification setting can be restricted to the reg-arima part with regarima_spec() function, without argument regarima_spec() yields a RG5c specification.

Setting a complete X13-Arima spec, x13_spec() without argument yields a RSA5c specification.

Usage

regarima_spec(name = c("rg4", "rg0", "rg1", "rg2c", "rg3", "rg5c"))

x13_spec(name = c("rsa4", "rsa0", "rsa1", "rsa2c", "rsa3", "rsa5c"))

x11_spec()

Arguments

name	name of a predefined specification.

Details

Available predefined 'JDemetra+' model specifications are described in the table below:

Identifier |	Log/level detection |	Outliers detection |	Calendar effects |	ARIMA
RSA0/RG0 |	NA |	NA |	NA |	Airline(+mean)
RSA1/RG1 |	automatic |	AO/LS/TC |	NA |	Airline(+mean)
RSA2c/RG2c |	automatic |	AO/LS/TC |	2 td vars + Easter |	Airline(+mean)
RSA3/RG3 |	automatic |	AO/LS/TC |	NA |	automatic
RSA4c/RG4c |	automatic |	AO/LS/TC |	2 td vars + Easter |	automatic
RSA5c/RG5c |	automatic |	AO/LS/TC |	7 td vars + Easter |	automatic

Value

an object of class "JD3_X13_SPEC" (x13_spec()), "JD3_REGARIMA_SPEC" (regarima_spec()) or "JD3_X11_SPEC" (x11_spec()).

See Also

• To set the pre-processing parameters: rjd3toolkit::set_arima(), rjd3toolkit::set_automodel(), rjd3toolkit::set_basic(), rjd3toolkit::set_easter(), rjd3toolkit::set_estimate(), rjd3toolkit::set_outlier(), rjd3toolkit::set_tradingdays(), rjd3toolkit::set_transform(), rjd3toolkit::add_outlier(), rjd3toolkit::remove_outlier(), rjd3toolkit::add_ramp(), rjd3toolkit::remove_ramp(), rjd3toolkit::add_usrdefvar().

• To set the decomposition parameters: set_x11().

• To set the benchmarking parameters: rjd3toolkit::set_benchmarking().

Examples

init_spec <- x11_spec()
init_spec
init_spec <- regarima_spec("rg4")
init_spec
init_spec <- x13_spec("rsa5c")
init_spec

rjd3x13 documentation built on July 10, 2026, 9:08 a.m.